Three scenarios:

A lone woman hears a sound in the middle of the night. She doesn’t know what it is, so she goes in search of the source: to the attic, the basement, the back yard, the barn, the woods, the creek. She might take a flashlight and/or a bat. She wears her pajamas and bedroom slippers.
Chief Detective Smith, sitting at her desk in the incident room, after weeks of an investigation with too many clues and no idea how they fit together, suddenly jumps up, says to Detective Sergeant Jones, “Call the traffic division and find out the name of the Dalmatian that rides with Firetruck #12,” picks up her gun, and heads for the door. “Where are you going?” says Detective Sergeant Jones. Chief Detective Smith runs out to nobody knows where. [Alternate: The ransom note says, “Come alone to a dark corner of the park.” And the detective does.]
A man or a woman, take your pick, kneels in the garden cutting roses/stands over the stove stirring soup/hears a knock and answers the door, take your pick, and looks up and says, “Oh, it’s you. What are you doing here?” And then doesn’t say anything else at all.

I see them all the time in mystery/suspense/thrillers on television, but I don’t believe them because

If I hear a sound at night, I don’t go looking for it. I crawl under the covers or, depending on the nature of the noise, under the bed. Even when I know it’s just an armadillo banging on the water pipes under the house.
Any detective who does what Chief Detective Sergeant Smith does–and she does it nearly every week, same time, same station–would end up getting either fired by her boss or coshed by the suspect she’s chasing, or by her partner, who’s had enough.
The “You?” is old and tired.*

Why do writers use them?

Because the character needs to know. The lone woman needs to know what the sound is. The detective needs to know if she’s right about whodunit. The victim needs to know the murderer.

And the writer needs to conceal. A lone woman sneaking around in a dark attic builds suspense. A detective flying to a showdown builds suspense. A victim recognizing his murderer builds suspense.

And because they work. Viewers, and readers, are willing to temporarily suspend disbelief. I am willing to suspend disbelief for the sake of the story playing out on the screen–even when one side of my brain is saying to the other, “That is totally unrealistic.”

Now to my real concern: Will I ever stoop to using one of these conventions? Send a woman into the dark where a hobgoblin awaits? Send a detective off to meet a bad guy without telling anyone where she’s going? Let a little old lady in gardening gloves be axed by her best friend without giving her the chance to get out of the way?

I don’t know.